Sector Analysis

Friday, September 09, 2005 | 10:24 AM

As long as we are pulling out the key graphs from that Rydex pdf, here's another interesting chart:

>

Historical Betas of Various Asset Classes vs S&P500 (as of December 2004)
click for larger graph
Sector_analysis



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Source:
Investing —More of a Challenge
Rydex Funds
http://www.rydexfundsfp.com/pdf/ium_6pager.pdf

Friday, September 09, 2005 | 10:24 AM | Permalink | Comments (6) | TrackBack (1)
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Listed below are links to weblogs that reference Sector Analysis:

» Sector Analysis from None of Your Business
The Big Picture Blog has a nice little graph of Asset Class Sector Analysis showing the historical growth rates of the various asset classes as compared to the SP 500. My question is, what is the source of this data and how far back does it go?... [Read More]

Tracked on Sep 9, 2005 12:57:40 PM

Comments

It would be interesting to see approximate geometric returns for these asset classes, ar - 0.5*sigma^2. Those high beta classes wouldn't look so good.


Posted by: Lord | Sep 9, 2005 3:25:08 PM

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